Explain the term REGARCH as of the GARCHs family
Explain the term REGARCH as of the GARCH’s family. Answer: REGARCH: It is a Range-based Exponential GARCH. It models the low to high range of asset prices over a ‘day.’
Explain the term REGARCH as of the GARCH’s family.
Answer: REGARCH: It is a Range-based Exponential GARCH. It models the low to high range of asset prices over a ‘day.’
For equities the standard model is the lognormal model, if there are many more ‘standard’ models within fixed income. Does it matter?
With whom Sharpe is shared Nobel Prize (1990)?
How are foreign exchange transactions among international banks settled?The interbank market is network of correspondent banking relationships, along with large commercial banks maintaining demand deposit accounts along with one another, known a
Explain the term Decision features in finite-difference methods.
When can you say that the U.S. dollar and the Canadian dollar have achieved purchasing power parity?
Explain the reasons why all apparent arbitrage opportunities cannot be exploited.
Explain the programme of study of numerical integration.
5. What are the factors responsible for the recent surge in international portfolio investment? plz explain in 20 marks
Explain: a pre-emptive right protect the interests of existing stockholders.
The discussion of zero-coupon bonds in the text gave an instance of two zero-coupon bonds issued through Commerzbank. The DM300, 000,000 issues due in the year of 1995 sold at 50 percent of face value and the DM300, 000,000 due in the year of 2000 sold a
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